A great deal of research focuses on how humans and animals learn from trial-and-error interactions with the environment. This research has established the viability of reinforcement learning as a model of behavioral adaptation and neural reward valuation. Error-driven learning is inefficient and dangerous, however. Fortunately, humans learn from nonexperiential sources of information as well. In the present study, we focused on one such form of information, instruction. We recorded event-related potentials as participants performed a probabilistic learning task. In one experiment condition, participants received feedback only about whether their responses were rewarded. In the other condition, they also received instruction about reward probabilities before performing the task. We found that instruction eliminated participants' reliance on feedback as evidenced by their immediate asymptotic performance in the instruction condition. In striking contrast, the feedback-related negativity, an event-related potential component thought to reflect neural reward prediction error, continued to adapt with experience in both conditions. These results show that, whereas instruction may immediately control behavior, certain neural responses must be learned from experience.